Anic Equity¶

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Total return since start: 0.693 %¶

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Equity now: -----------------------------> 51702.17 Kr¶

Max Equity ever reached: ------------> 51725.11 Kr¶

Portfolio value: --------------------------> 48495.75 Kr¶

PnL: ---------------------------------------> -584.42 Kr¶

DD now: ---------------------------------> -0.044 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 15:33:24.504915'

Anic Portfolio¶

Today¶

Return: 8.784 %¶

This Week¶

Return: 8.784 %¶

Total¶

Return: 69.26 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3396.600000 218.000000 6.860000 3178.600002
HMS Networks 2 0.670000 785.200000 112.200000 16.670000 673.000000
Nordea Bank Abp 29 0.840000 3544.380000 90.380000 2.620000 3453.999992
HEBA B 70 -3.610000 2709.000000 73.000000 2.770000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 0.020000 3420.800000 43.800000 1.300000 3377.000000
Resurs Holding 22 -0.430000 607.420000 33.420000 5.820000 573.999998
AcadeMedia 12 1.330000 587.040000 30.040000 5.390000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -5.800000 384.700000 29.700000 8.370000 355.000000
Swedbank A 3 0.710000 593.550000 29.550000 5.240000 564.000000
OEM International B 7 0.260000 548.800000 20.800000 3.940000 527.999997
Fasadgruppen Group 38 3.800000 4157.200000 17.400000 0.420000 4139.799990
Intrum 4 -0.950000 542.800000 15.800000 3.000000 527.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 -1.470000 579.360000 9.360000 1.640000 570.000000
Fastighetsbolag. Emilshus Pref 21 -1.280000 568.050000 6.050000 1.080000 562.000005
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Corem Property Group B 59 -5.430000 580.270000 3.270000 0.570000 576.999999
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.080000 249.120000 3.120000 1.270000 246.000000
Coor Service Management Hold. 8 -1.850000 530.800000 -1.200000 -0.230000 532.000000
Handelsbanken A 5 0.560000 543.250000 -2.750000 -0.500000 546.000000
Midsona B 63 0.670000 571.410000 -11.590000 -1.990000 582.999984
Boozt 12 -1.870000 1639.200000 -14.800000 -0.890000 1653.999996
CTEK 13 -0.610000 506.480000 -27.520000 -5.150000 533.999999
Sampo Oyj SDB 7 1.110000 3822.000000 -28.000000 -0.730000 3850.000000
Essity B 2 1.950000 544.800000 -29.200000 -5.090000 574.000000
International Petroleum Corp. 5 -2.530000 559.500000 -35.070000 -5.900000 594.565215
Vivesto 1368 0.740000 558.140000 -54.860000 -8.950000 612.999432
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 27 4.300000 3013.200000 -69.600000 -2.260000 3082.800006
OX2 22 0.500000 1775.400000 -212.800000 -10.700000 1988.199994
Axfood 15 1.690000 4068.000000 -230.800000 -5.370000 4298.800005
Ovzon 64 -1.500000 3372.800000 -621.600000 -15.560000 3994.400000
TOTAL 48495.750000 -584.420000 -0.04435% 49080.164634

Updated:¶

'2023-01-30 15:33:37.239804'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶